+973.2%
IGV vs HST
+286.6%
+686.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -4.5% | -1.0% | -3.5% | -4.2% |
| 30D | +3.2% | -12.3% | +15.5% | +7.2% |
| 3M | +4.5% | -6.4% | +10.9% | +6.3% |
| 6M | +22.1% | +15.0% | +7.1% | +16.2% |
| YTD | -1.0% | +30.5% | -31.6% | -9.5% |
| 1Y | -2.1% | +35.7% | -37.8% | -11.8% |
| 3Y | +44.6% | +68.4% | -23.8% | +20.8% |
| 5Y | +22.2% | +73.1% | -51.0% | +0.1% |
| 10Y | +364.7% | +92.7% | +272.0% | +237.9% |
| All | +973.2% | +286.6% | +686.6% | +366.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling